Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47806.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46411.48 Kr¶

PnL: ---------------------------------------> -477.09 Kr¶

DD now: ---------------------------------> -1.693 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:43:22.168021'

Anic Portfolio¶

Today¶

Return: -0.474 %¶

This Week¶

Return: 0.574 %¶

Total¶

Return: 56.506 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.080000 2880.500000 244.500000 9.280000 2636.000010
Beijer Electronics Group 26 -0.990000 3125.200000 154.200000 5.190000 2971.000006
Corem Property Group B 59 -4.120000 658.440000 81.440000 14.110000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.100000 435.400000 80.400000 22.650000 355.000000
Boozt 12 0.570000 1704.000000 50.000000 3.020000 1653.999996
HMS Networks 2 -0.390000 714.400000 41.400000 6.150000 673.000000
OEM International B 7 0.640000 552.300000 24.300000 4.600000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.290000 547.400000 20.400000 3.870000 527.000000
MedCap 2 -0.450000 438.000000 17.000000 4.040000 421.000000
Karnov Group 9 0.160000 552.600000 16.600000 3.100000 536.000004
SAAB B 8 1.830000 3392.000000 15.000000 0.440000 3377.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Coor Service Management Hold. 8 -0.510000 546.800000 14.800000 2.780000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -3.730000 259.920000 13.920000 5.660000 246.000000
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Essity B 2 -0.070000 582.400000 8.400000 1.460000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
Resurs Holding 22 -1.200000 578.820000 4.820000 0.840000 573.999998
AcadeMedia 12 -0.600000 560.640000 3.640000 0.650000 557.000004
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
Midsona B 63 -4.240000 583.380000 0.380000 0.070000 582.999984
Securitas B 6 -0.170000 569.160000 -0.840000 -0.150000 570.000000
CTEK 13 -2.060000 530.400000 -3.600000 -0.670000 533.999999
Handelsbanken A 5 -1.320000 542.250000 -3.750000 -0.690000 546.000000
Swedbank A 3 -0.980000 558.300000 -5.700000 -1.010000 564.000000
Nordea Bank Abp 29 -0.790000 3441.140000 -12.860000 -0.370000 3453.999992
International Petroleum Corp. 5 1.780000 544.500000 -50.070000 -8.420000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.550000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 0.120000 1504.800000 -159.200000 -9.570000 1663.999992
Axfood 13 0.330000 3591.900000 -164.100000 -4.370000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -3.280000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46411.480000 -477.090000 -1.69344% 46888.564618

Updated:¶

'2023-01-17 16:43:34.681313'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶